+956.6%
ALM vs JAAA
+26.7%
+929.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.2% |
| 7D | +3.6% | +0.1% | +3.5% | +3.4% |
| 30D | +33.8% | +0.5% | +33.3% | +32.7% |
| 3M | +14.8% | +1.2% | +13.5% | +12.2% |
| 6M | -7.0% | +2.7% | -9.7% | -11.4% |
| YTD | +108.1% | +3.2% | +104.9% | +96.5% |
| 1Y | +313.8% | +4.8% | +309.0% | +281.2% |
| 3Y | +2,227.6% | +19.0% | +2,208.6% | +1,822.6% |
| 5Y | +956.6% | +26.8% | +929.9% | +626.8% |
| All | +956.6% | +26.7% | +929.9% | +626.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling